mihail girlea thesis

ACADEMIA DE TIINE A MOLDOVEIMINISTERUL ECONOMIEI

INSTITUTUL DE ECONOMIE, FINANE I STATISTIC

Cu titlul de manuscrisCZU: 330.131.7:336.77 G 48

GRLEA MIHAIL

PERFECIONAREA GESTIUNII RELAIILORDE CREDIT A BNCILOR COMERCIALE CU CLIENII

N SCOPUL REDUCERII RISCURILOR BANCARE

Specialitatea 08.00.05. Economie i management (n domeniul bancar)

Tez de doctor n economie

Conductor tiinific: Iliadi Gheorghe,dr. hab. n economie,profesor cercettor

Autor: Grlea Mihail

Chiinu, 2012

2Grlea Mihail, 2012

3CUPRINSADNOTARE 4LISTA ABREVIERILOR 7INTRODUCERE 8

1. ABORDRI TEORETICE PRIVIND MANAGEMENTUL RELAIEI DECREDIT I A RISCURILOR N CADRUL BNCILOR COMERCIALE

171.1 Aspectele conceptuale ale managementului relaiei de credit n cadrul bncilor 171.2 Modele manageriale ale relaiei de credit existente n economia naional. 221.3 Fundamentarea teoretico-conceptual a managementului riscurilor bancare prin

prisma relaiilor de credit.31

1.4 Concluzii la capitolul 1 i formularea problemelor spre cercetare. 502. ANALIZA MANAGEMENTULUI RELAIILOR DE CREDIT N REPUBLICAMOLDOVA

522.1 Diagnosticarea strategic a sistemului bancar al Moldovei. 522.2 Particularitile sistemului de management al relaiilor de credit n cadrul

bncilor comerciale.68

2.3 Impactul managementului riscurilor bancare asupra activitii de creditare aclienilor

842.4 Concluzii la capitolul 2 1063. CILE DE PERFECIONARE A RELAIILOR DE CREDIT N SCOPULMINIMIZRII RISCURILOR BANCARE

1093.1 Aplicarea metodelor de evaluare i gestiune a riscului de credit n vederea

minimizrii riscurilor bancare109

3.2 Modaliti de perfecionare a modelului existent al relaiei de credit prin prismaimplementrii unui sistem modern de management al clientelei.

1213.3 Soluii de optimizare a managementului riscurilor bancare n cadrul sistemului

bancar132

3.4 Concluzii la capitolul 3 140CONCLUZIIGENERALE I RECOMANDRI 142BIBLIOGRAFIA 148ANEXA 1.Clasificarea riscurilor bancare 157ANEXA 2.Lista actelor normative care reglementeaz domeniul bancar din RM 160ANEXA 3. Informaie suplimentar ce reflect diagnosticarea activitii bancare 171ANEXA 4.Criteriile de clasificare a creditelor bancare 176ANEXA 5. Mecanismul de creditare n cadrul bncilor comerciale 177ANEXA 6. Cei ase C ai creditului 181ANEXA 7. Tehnici de modelare corelate cu modele de evaluare a portofoliilor 182ANEXA 8. Indicatorii activitii bancare 183ANEXA 9. Formulare pentru Credit scoring i Modelul scoring FICO 188ANEXA 10. Certificatul de implementare a rezultatelor tiinifice obinute n tez de laBC Moldova AgroindbankANEXA 11. Certificatul de implementare a rezultatelor tiinifice obinute n tez de laBanca de Economii S.A.ANEXA 12. Certificatul de implementare a rezultatelor tiinifice obinute n tez de laUniversitatea de Stat din MoldovaANEXA 13. Adeverin de implementare a rezultatelor tiinifice obinute n tez de laInstitutul de Economie, Finane i Statistic

194195196197

DECLARAIA PRIVIND ASUMAREA RSPUNDERII 198CV-ul AUTORULUI 199

4ADNOTAREGrlea Mihail, Perfecionarea gestiunii relaiilor de credit a bncilor comerciale cu clienii n scopul

reducerii riscurilor bancare, Chiinu, 2012Teza cuprinde introducerea, trei capitole, concluzii i recomandri, bibliografia din 155

titluri, 13 anexe, care conin 13 tabele i 5 figuri i este perfectat pe 147 pagini text de baz,inclusiv 47 figuri, 8 tabele i 5 formule. Rezultatele obinute sunt publicate n 9 lucrri tiinifice.

Cuvinte cheie: managementul relaiei de credit, managementul riscurilor bancare,managementul clientelei, politica de creditare, mecanismul de creditare, relaia banc-client,evaluarea riscului, gestiunea riscului.

Domeniul de studiu l constituie aspectele teoretice, metodologice i practice ale gestiuniirelaiilor de credit a bncilor comerciale cu clienii n scopul reducerii riscurilor bancare.

Scopul lucrrii rezid n studiul metodologic al instrumentelor de analiz amanagementului relaiilor de credit a bncilor comerciale cu clienii, n condiiile actuale, ielaborarea unor propuneri relevante privind perfecionarea i eficientizarea gestiunii acestora nscopul reducerii riscurilor bancare i, totodat, in determinarea tendinelor privind dezvoltarearelaiilor de credit in RM.

Metodologia cercetrii tiinifice se bazeaz pe un sistem de metode de cercetarecorelate ntre ele cum sunt: metoda dialectic, normativ, statistic, dinamic, grafic, metoda deanaliz, metoda comparativ, metoda de sintez, induciei i deduciei, metoda analizei deregresie i corelaie, metoda de modelare economic i de previziune, metoda de analiz prinraiting.

Problema tiinific important soluionat n tez este identificarea punctelorvulnerabile n gestionarea de ctre bnci a clientelei sale, n special n cadrul relaiilor creditare,i perfecionarea unor strategii manageriale noi aplicate n managementul clientelei bancare careau favorizat creterea performanelor bancare prin reducerea riscurilor generate de operaiunilede creditare.

Noutatea i originalitatea tiinific a rezultatelor obinute const n: perfecionareagestiunii relaiilor de credit banc-client prin implementarea unui sistem modern de managemental relaiilor cu clienii, inclusiv a mecanismului de creditare, crearea birourilor istoriilor decreditare i implementarea modelului scoring (FICO score) cu scopul minimizrii riscului decredit, implementarea modelelor de msurare a riscului utilizate n managementul riscului decredit bancar: CreditMetrics, KMV Portfolio Manager, Credit Portfolio View (CPV) iCreditRisk+.

Semnificaia teoretic i valoarea aplicativ a tezei este determinat de posibilitateautilizrii propunerilor elaborate ce au drept scop s contribuie la perfecionarea managementuluirelaiilor de credit, propuneri privind utilizarea metodelor de evaluare a relaiilor de credit dintrebanc i client n scopul reducerii riscurilor bancare.

Implementarea rezultatelor tiinifice: rezultatele cercetrii i propunerile pe tema tezeiau fost analizate i implementate n cadrul B.C. Banca de Economii S.A., B.C. MoldovaAgroindbank S.A., B.C. Victoria Bank S.A., totodat sunt utilizate n procesul de instruire icercetare la Universitatea de Stat din Moldova, Academia de Studii Economice din Moldova iUniversitatea de Integrare European din Moldova.

5AnnotationGirlea Mihail, THE PERFECTION OF THE CREDIT RELATIONSHIP BETWEENCOMMERCE BANKS AND CLIENTS WITH THE AIM OF REDUCTION BANKING

RISKS, Chisinau, 2012

Thesis structure: introduction, three chapters, conclusions and recommendations, bibliographyof 155 sources, 13 annexes including 13 tables and 5 figures, 147 pages of main text including47 figures and 8 tables and 5 formulas. The obtained results were published in 9 scientificpapers.Keywords: credit relationship management, banking risks management, clients management,credit politics, bank-client relationships, risk assessment, risk management.The domain of the study includes theoretical and practical aspects of the credit relationshipsmanagement between commercial banks and clients with the aim of reduction banking risks.The purpose of the thesis consist in studying the tools methodology for the analyzing a creditrelationship management of commercial banks with clients in the actual conditions andelaborating proposals for the perfection and effectiveness of this kind of management with theaim of reduction banking risks and, at the same time, determination of tendencies for thedevelopment credit relationship in the Republic of Moldova.Methodology of the scientific research is based on the system of the researched methods,namely: dialectic method, normative, statistic, dynamic, graphs, analyzing method, comparativemethod, synthesis method, induction and deduction, analyzing method for regression andcorrelation, economic simulation method and forecast, rating analyzing method.The importance of the said scientific problem in the research area is in the revealing of weakpoints of banks management with their clients, especially in credit operations, the specificationof uniform administrative strategy new applied in client-bank management for improving bankindicators by decrease of risks generated from credit operations.Scientific novelty and originality of receiving results: the perfection of the managementcredit-bank relationship with the implementation of one modern management system in therelationship with clients, inclusive the credit mechanism, creation the bureau of credit historyand implementation score model (FICO score) with the aim of reduction credit risks,implementation the models of risk measurement utilized in risk management of bank credit:CreditMetrics, KMV Portfolio Manager, Credit Portfolio View (CPV) i CreditRisk+.The theoretical significance and applied value of the thesis are determined by thepossibilities of using the elaborated proposals with the aim of contribution on the perfection ofcredit relationship management, proposals for the utilization methods of evaluation the creditrelationship between banks and client with the aim of reduction banking risks.The implementation of scientific results: scientific results and proposals of the thesis areanalyzed and implemented in the joint-stock company B.C. Banca de Economii, joint-stockcompany B.C. Moldova Agroindbank, joint-stock company B.C. Victoria Bank, at the sametime, they are used in the training and research process at the Moldovan State University,Academy of Economic Studies of Moldova and Moldovan European Studies University.

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